Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51701.07 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48502.01 Kr¶

PnL: ---------------------------------------> -585.56 Kr¶

DD now: ---------------------------------> -0.468 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:52:59.397455'

Anic Portfolio¶

Today¶

Return: 0.12 %¶

This Week¶

Return: 8.782 %¶

Total¶

Return: 69.256 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.630000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 3.240000 803.600000 130.600000 19.410000 673.000000
HEBA B 70 3.140000 2758.000000 122.000000 4.630000 2636.000010
Nordea Bank Abp 29 0.840000 3561.200000 107.200000 3.100000 3453.999992
SAAB B 8 0.680000 3440.000000 63.000000 1.870000 3377.000000
Swedbank A 3 1.850000 612.300000 48.300000 8.560000 564.000000
Resurs Holding 22 1.150000 618.420000 44.420000 7.740000 573.999998
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
AcadeMedia 12 1.260000 598.800000 41.800000 7.500000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.870000 390.800000 35.800000 10.080000 355.000000
Norva24 Group 16 -0.110000 575.360000 32.360000 5.960000 543.000000
Intrum 4 1.890000 549.600000 22.600000 4.290000 527.000000
OEM International B 7 0.900000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 1.920000 510.400000 19.400000 3.950000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.070000 578.160000 8.160000 1.430000 570.000000
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.840000 3.840000 1.560000 246.000000
Karnov Group 9 -0.330000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 1.420000 583.380000 0.380000 0.070000 582.999984
Corem Property Group B 59 2.300000 576.730000 -0.270000 -0.050000 576.999999
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Handelsbanken A 5 -0.050000 544.000000 -2.000000 -0.370000 546.000000
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.630000 512.980000 -21.020000 -3.940000 533.999999
International Petroleum Corp. 5 -0.180000 561.500000 -33.070000 -5.560000 594.565215
Essity B 2 -1.320000 538.200000 -35.800000 -6.240000 574.000000
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -0.540000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 3.920000 1839.200000 -149.800000 -7.530000 1989.000002
Axfood 15 -4.170000 3865.500000 -434.500000 -10.100000 4300.000005
Ovzon 64 -0.940000 3366.400000 -629.600000 -15.760000 3996.000000
TOTAL 48502.010000 -585.560000 -0.4684% 49087.564636

Updated:¶

'2023-02-01 09:53:12.420599'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶